+60.5%
XOM vs LOW
-10.2%
+70.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +4.1% | -3.7% | +7.8% | +4.3% |
| 30D | +4.6% | -8.9% | +13.4% | +5.1% |
| 3M | +14.0% | -10.4% | +24.4% | +14.6% |
| 6M | +11.0% | -19.4% | +30.4% | +13.2% |
| YTD | +40.7% | -17.1% | +57.8% | +42.4% |
| 1Y | +52.3% | -26.3% | +78.6% | +58.0% |
| 3Y | +60.5% | -9.9% | +70.3% | +61.7% |
| All | +60.5% | -10.2% | +70.6% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling